-6.5%
U vs BP
+39.3%
-45.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | 0.0% |
| 7D | +4.4% | +4.0% | +0.4% | +5.6% |
| 30D | -1.3% | +7.8% | -9.1% | +1.1% |
| 3M | +49.6% | +8.4% | +41.2% | +54.1% |
| 6M | +100.2% | +15.1% | +85.1% | +111.9% |
| YTD | -3.7% | +36.4% | -40.1% | +4.5% |
| 1Y | -6.5% | +40.9% | -47.4% | -1.9% |
| All | -6.5% | +39.3% | -45.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling